<p>
  Although this strategy passes several of the 
  <a href="https://www.quantconnect.com/competitions/quant-league-7#rules">metrics</a> required for Alpha Streams 
  and the Quant League competition, it requires further work to pass the following requirements:
</p>


<ul>
  <li>Profitable</li>
  <li>PSR >= 80%</li>
  <li>Max drawdown duration <= 6 months</li>
  <li>Insights contain the following properties: Symbol, Duration, Direction, and Weight</li>
  <li>Alphas need to place at least 10 trades per month for the majority of the backtest</li>
</ul>

<p>
  The algorithm currently places trades during 12 unique months throughout the backtest. Since the backtest spans 
  across 61 months, it places trades through a minority of the backtest.
</p>
